+99.9%
COWG vs SPY
+110.0%
-10.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.6% |
| 7D | -1.8% | -0.8% | -1.0% | -0.9% |
| 30D | -0.6% | -1.1% | +0.5% | +0.7% |
| 3M | +1.4% | +3.9% | -2.4% | -2.8% |
| 6M | +13.0% | +13.6% | -0.6% | -2.3% |
| YTD | +11.3% | +12.7% | -1.4% | -2.7% |
| 1Y | +8.5% | +17.5% | -9.0% | -9.6% |
| 3Y | +76.7% | +76.9% | -0.2% | -6.2% |
| All | +99.9% | +110.0% | -10.1% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling